ATR PriorDay

[soyjesus]

Hello,

Is there any function to know the ATR of prior day, similar to PriorDayOHLC()?

Thanks in advance and regards.

[NinjaTrader_PaulH]

Hello soyjesus,

Thanks for your post.

You can access any value of bars ago of the ATR. Please see the helpguide here: http://ninjatrader.com/support/helpG..._range_atr.htm

[soyjesus]

Thanks for your answer, but my question is about access to ATR from yesterday, for example, while I have a chart in minutes and get it without add a new time-frame.

[NinjaTrader_PaulH]

Hello soyjesus,

Thanks for your reply.

To answer your original question, no there is no method like PriorDayOHLC to obtain the prior day ATR from 1 minute bars. You would need to code something up to accomplish this where you would have a set of dataseries variables where you could save the values of ATR such as ATR High, ATR Low. Through the day the ATR of the current bar can be compared and if exceeds the high or low write the new high or low to the dataseries. Not sure if you want the ATR of the opening bar but you could obtain that by saving the ATR value of that bar when FirstBarOfSession is true. Likewise you could get the previous days last ATR value also when FirsBarOfSession is true by examining the ATR()[1].